Joonas Korpisalo made 31 saves for Columbus (12-14-5), which is 2-5-1 in the past eight games. It ended a four-game losing streak with a 5-2 win against the Washington Capitals on Monday.
"You've got to be ready for it at all times," Korpisalo said. "I don't think we were there for the first two periods. We played, I think, pretty good in the last period, so you know you have to make some big saves there and help the team as good as you can. Try to get points and help your guys out."
Pierre-Luc Dubois had a chance to give the Blue Jackets a 1-0 lead when he went on a breakaway at 4:10 of the third period. He skated between Penguins forwards Brandon Tanev and Teddy Blueger before Jarry stopped his backhand shot with a pad save.
Blueger had a breakaway at 10:40 of the third, but Korpisalo made a toe save on his wrist shot.
The Penguins played without center Sidney Crosby (core muscle surgery) and Malkin in the same game for the first time since April 9, 2017. They were held out of a 3-2 loss to the New York Rangers to rest for the Stanley Cup Playoffs.
"[Pittsburgh] just worked," Blue Jackets forward Nick Foligno said. "I think they knew they were banged up. They just worked extremely hard. Early on, we did not match that intensity at all. It's unacceptable on our part. ... We need to make sure that's not the case again where we're getting outworked by a team that knows its back is against the wall with just the situation they're in."